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Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Global finance journal 17 (2006) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10003381769
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Future market liquidity under floor and electronic trading
Ap Gwilym, Owain; McManus, Ian; Thomas, Stephen - In: Liquidity, interest rates and banking, (pp. 111-138). 2009
Persistent link: https://www.econbiz.de/10008654512
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Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: The European journal of finance 17 (2011) 3/4, pp. 285-306
Persistent link: https://www.econbiz.de/10009155402
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The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 19 (2009) 2, pp. 387-401
Persistent link: https://www.econbiz.de/10003800028
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The components of electronic inter-dealer spot FX bid-ask spreads
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Journal of business finance & accounting : JBFA 34 (2007) 9/10, pp. 1635-1650
Persistent link: https://www.econbiz.de/10003627073
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Fractional versus decimal pricing : evidence from the UK long gilt futures market
Ap Gwilym, Owain; McManus, Ian; Thomas, Stephen D. - In: The journal of futures markets 25 (2005) 5, pp. 419-442
Persistent link: https://www.econbiz.de/10002811523
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Mircostructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - 2004
Persistent link: https://www.econbiz.de/10002447981
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An empirical comparison of quoted and implied bid-ask spreads on futures contracts
Ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 12 (2002) 1, pp. 81-99
Persistent link: https://www.econbiz.de/10001646048
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Bid-ask spreads and the liquidity of international bonds
Ap Gwilym, Owain; Trevino, Lourdes; Thomas, Stephen - In: The journal of fixed income 12 (2002) 2, pp. 82-91
Persistent link: https://www.econbiz.de/10001745246
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The bid-ask spread in stock index options : an ordered probit analysis
Ap Gwilym, Owain - In: The journal of futures markets 18 (1998) 4, pp. 467-485
Persistent link: https://www.econbiz.de/10001242637